Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 34,000 | 34,000 | 34,318 | 34,318 | 208,811 CHF | 209,154 CHF | 99.43% | 99.43% |
28/05/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 208,205 CHF | 208,552 CHF | 99.85% | 99.85% |
27/05/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 35,000 | 35,000 | 34,673 | 34,673 | 207,447 CHF | 207,794 CHF | 100.00% | 100.00% |
24/05/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 35,000 | 35,000 | 34,649 | 34,649 | 205,181 CHF | 205,528 CHF | 94.02% | 94.02% |
23/05/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 35,000 | 35,000 | 34,668 | 34,668 | 207,486 CHF | 207,833 CHF | 98.98% | 98.98% |
22/05/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 204,080 CHF | 204,427 CHF | 100.00% | 100.00% |
21/05/2024 | 0.18% | 5.82 CHF | 5.83 CHF | 35,000 | 35,000 | 35,437 | 35,437 | 203,646 CHF | 204,001 CHF | 100.00% | 100.00% |
17/05/2024 | 0.18% | 5.79 CHF | 5.80 CHF | 35,000 | 35,000 | 35,226 | 35,226 | 202,617 CHF | 202,970 CHF | 100.00% | 100.00% |
16/05/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 36,000 | 36,000 | 35,658 | 35,658 | 197,614 CHF | 197,971 CHF | 98.84% | 98.84% |
15/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 37,000 | 37,000 | 36,653 | 36,653 | 189,748 CHF | 190,115 CHF | 99.98% | 99.98% |